An extension of the ventcel- freidlin large deviation principle

DOI10.1080/17442508808833512zbMath0694.60020OpenAlexW2065969363MaRDI QIDQ5899701

Nigel J. Cutland

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833512

zbMATH Keywords

stochastic differential equationslarge deviationsVentzel-Freidlin theorynonstandard representation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Nonstandard models in mathematics (03H05) Nonstandard analysis (26E35)

Cites Work

• Infinitesimal methods in control theory: deterministic and stochastic
• A non-standard representation for Brownian motion and Ito integration
• Nonstandard Measure Theory and its Applications
• Infinitesimals in Action
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